JP Morgan Call 96 BSX 21.02.2025
/ DE000JV1QL08
JP Morgan Call 96 BSX 21.02.2025/ DE000JV1QL08 /
| 2024-11-15 8:53:44 AM |
Chg.-0.090 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-20.93% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
96.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JV1QL0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-10-03 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
-0.86 |
| Time value: |
0.38 |
| Break-even: |
94.99 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
7.97 |
| Rho: |
0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.540 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
